The music legend was also rumoured to be in line for a cameo appearance, but series star Jon Hamm (Don Draper) later dismissed the suggestion.

"We've always shied away from anybody that is terrifically recognisable on the show," he explained. "The man is legendary and deservedly so. But I think that rumour should be taken with a certain degree of salt."

Mad Men continues on Sky Atlantic on Tuesday nights at 9pm. It airs in the US on Sundays on AMC.